Title
Receding Horizon Control with Incomplete Observations
Abstract
To overcome the difficulties related to the computational requirements for solving the optimality systems for optimal control problems on long time horizons, receding horizon techniques provide an important alternative. Rather than finding the optimal solution, a suboptimal control is obtained which achieves the design objective with significantly less computational effort. Moreover, the obtained control can be interpreted as a state feedback control. In this work we continue our analysis of receding horizon strategies, considering the situation when only partial state observations are available. The receding horizon strategy is combined with a state estimator framework. A linear quadratic Gaussian design based on a linearization procedure is proposed and its asymptotic performance is analyzed for systems with nonlinear dynamics. Numerical examples validate the proposed methodology.
Year
DOI
Venue
2006
10.1137/S0363012903437988
SIAM J. Control and Optimization
Keywords
Field
DocType
receding horizon control,computational requirement,long time horizon,optimal control problem,receding horizon technique,state estimator framework,incomplete observations,computational effort,suboptimal control,partial state observation,receding horizon strategy,state feedback control
Mathematical optimization,Nonlinear system,Optimal control,Linear-quadratic-Gaussian control,Nonlinear control,Control theory,Horizon,Model predictive control,Mathematics,Linearization,Design objective
Journal
Volume
Issue
ISSN
45
1
0363-0129
Citations 
PageRank 
References 
1
0.48
4
Authors
2
Name
Order
Citations
PageRank
Kazufumi Ito1833103.58
Karl Kunisch21370145.58